-44.8%
ACHR vs IOVA
-82.2%
+37.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.1% | -2.6% | -5.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.3% |
| 30D | -12.1% | +31.7% | -43.9% | -16.0% |
| 3M | +3.4% | +117.3% | -113.9% | -10.0% |
| 6M | -15.6% | +55.8% | -71.5% | -23.7% |
| YTD | -26.9% | +208.8% | -235.7% | -41.3% |
| 1Y | -34.8% | +255.7% | -290.5% | -49.4% |
| 3Y | -19.2% | +41.7% | -60.9% | -37.7% |
| 5Y | -43.8% | -64.9% | +21.1% | -52.2% |
| All | -44.8% | -82.2% | +37.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling